+362.4%
CFG vs ALLE
+265.5%
+96.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | +1.5% | -0.2% | +1.8% | +1.7% |
| 30D | -3.8% | -6.8% | +3.0% | +0.7% |
| 3M | +11.5% | +21.0% | -9.5% | -3.5% |
| 6M | +19.2% | +1.1% | +18.1% | +16.3% |
| YTD | +23.7% | -0.5% | +24.2% | +21.4% |
| 1Y | +38.8% | -7.3% | +46.1% | +42.6% |
| 3Y | +178.9% | +42.3% | +136.6% | +106.8% |
| 5Y | +101.8% | +13.5% | +88.3% | +72.3% |
| 10Y | +317.3% | +144.0% | +173.2% | +123.8% |
| All | +362.4% | +265.5% | +96.9% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling